About non-stationarity in time series of field measurements and methods for their primary analysis Научная публикация
Журнал |
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304 |
||||
---|---|---|---|---|---|
Вых. Данные | Год: 2025, | ||||
Ключевые слова | primary time series analysis, stationarity tests, correlogram analysis, variance ratio test | ||||
Авторы |
|
||||
Организации |
|
Информация о финансировании (1)
1 | Институт математики им. С.Л. Соболева СО РАН | FWNF-2024-0002 |
Реферат:
The paper is aimed at analyzing the di culties that arise when checking time series of eld measurements for stationarity and identifying the main characteristics of the series. Attention is paid to the correctness of using the most popular methods of primary analysis for real data. The author's simple procedure for determining the changes in mean and variance of time series. The proposed procedure is tested on synthetic data. The methods described in the paper are applied to real time series, presented in the form of measurements of the concentration of PM2.5 suspended particles in the atmospheric boundary layer of the urban city
Библиографическая ссылка:
Petrakova V.
About non-stationarity in time series of field measurements and methods for their primary analysis
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2025.
About non-stationarity in time series of field measurements and methods for their primary analysis
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2025.
Даты:
Поступила в редакцию: | 1 янв. 2023 г. |
Идентификаторы БД:
Нет идентификаторов
Цитирование в БД:
Пока нет цитирований